SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	210.03	208.94	-1.09	-0.5%	209.87
High	210.98	209.23	-1.75	-0.8%	211.04
Low	209.79	207.01	-2.78	-1.3%	207.01
Close	210.37	207.95	-2.42	-1.2%	207.95
Range	1.19	2.22	1.03	86.6%	4.03
ATR	1.87	1.97	0.11	5.7%	0.00
Volume	68,934,797	191,113,203	122,178,406	177.2%	509,113,594

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.72	213.56	209.17
R3	212.50	211.34	208.56
R2	210.28	210.28	208.36
R1	209.12	209.12	208.15	208.59
PP	208.06	208.06	208.06	207.80
S1	206.90	206.90	207.75	206.37
S2	205.84	205.84	207.54
S3	203.62	204.68	207.34
S4	201.40	202.46	206.73

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	220.76	218.38	210.17
R3	216.73	214.35	209.06
R2	212.70	212.70	208.69
R1	210.32	210.32	208.32	209.50
PP	208.67	208.67	208.67	208.25
S1	206.29	206.29	207.58	205.47
S2	204.64	204.64	207.21
S3	200.61	202.26	206.84
S4	196.58	198.23	205.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.04	207.01	4.03	1.9%	1.54	0.7%	23%	False	True	101,822,718
10	211.04	205.21	5.83	2.8%	1.70	0.8%	47%	False	False	95,234,159
20	211.11	204.12	6.99	3.4%	1.76	0.8%	55%	False	False	107,916,339
40	212.24	204.12	8.12	3.9%	1.78	0.9%	47%	False	False	111,702,056
60	212.24	197.86	14.38	6.9%	1.93	0.9%	70%	False	False	114,764,345
80	212.24	197.86	14.38	6.9%	2.02	1.0%	70%	False	False	120,823,808
100	212.97	197.86	15.11	7.3%	2.09	1.0%	67%	False	False	124,635,549
120	212.97	194.49	18.48	8.9%	1.97	0.9%	73%	False	False	119,481,762

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	218.67
2.618	215.04
1.618	212.82
1.000	211.45
0.618	210.60
HIGH	209.23
0.618	208.38
0.500	208.12
0.382	207.86
LOW	207.01
0.618	205.64
1.000	204.79
1.618	203.42
2.618	201.20
4.250	197.58

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	208.12	209.03
PP	208.06	208.67
S1	208.01	208.31

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols